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852 Commits

Author SHA1 Message Date
Matthias
455b26ea48 Add max drawdown to backtesting 2020-07-03 06:58:27 +02:00
hroff-1902
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363 
Backtesting should load pairlists after the strategy
 2020-06-29 21:53:33 +03:00
Matthias
0b2982caed Merge branch 'develop' into hyperopt_colorama_init 2020-06-16 10:16:41 +02:00
Matthias
761407f74d
Merge pull request #3430 from freqtrade/timeframe 
ticker_interval -> timeframe
 2020-06-15 13:47:26 +02:00
Matthias
a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias
d337fb6c6a Update some comments 2020-06-15 06:35:31 +02:00
hroff-1902
ea77edce05
Make flake happy 2020-06-13 18:54:54 +03:00
hroff-1902
3d9b107761
Changes after review 2020-06-13 17:12:37 +03:00
Felipe Lambert
69ac5c1ac7 change hyperopt return to better copy to strategy file 2020-06-10 14:35:31 -03:00
Matthias
72ae4b1500 Load pairlist after strategy to use strategy-config 
fail in certain conditions when using strategy-list

Fix #3363
 2020-06-07 16:15:26 +02:00
Matthias
a75b94f143 use bracket notation for dataframe access 2020-06-07 15:40:00 +02:00
Matthias
68395d2745 Use bracket notation to query results in hyperopt 2020-06-07 15:39:59 +02:00
Matthias
04779411f5 Add docstring to backtest_stats 2020-06-07 15:39:59 +02:00
Matthias
070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias
499c6772d1 Rename tabulate methods 
they don't "generate" anything
 2020-06-07 11:31:33 +02:00
Matthias
a6f6724752 Reorder functions in optimize_report 2020-06-07 11:29:14 +02:00
hroff-1902
64881a94e2
Merge branch 'develop' into timeframe 2020-06-02 15:56:34 +03:00
Matthias
a8005819c9 Add class-level attributes to hyperopt and strategy 2020-06-02 10:19:27 +02:00
Matthias
f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias
3e895ae74a Some more replacements of ticker_interval 2020-06-02 09:41:42 +02:00
Matthias
cadc50ce9b Replace more occurances of ticker_interval with timeframe 2020-06-01 20:49:40 +02:00
Matthias
d9afef8fe1 Move colorama_init to where it was 2020-06-01 09:37:10 +02:00
Matthias
ffa93377b4 Test colorama init again (after the fixes done to progressbar) 2020-06-01 09:34:03 +02:00
Matthias
091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias
ceaf32d304 Extract backtesting report generation from show_backtest_Results 2020-06-01 09:24:05 +02:00
Matthias
f202e09b10 Extract conversion to trades list to it's own function 2020-06-01 08:57:31 +02:00
Matthias
18a5787a2c
Reorder typing imports 
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-05-27 19:17:15 +02:00
Matthias
abf79e4ab4 Use temporary variable to clean up code 2020-05-25 20:47:48 +02:00
Matthias
6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias
462c35cf75 Move stats generation to the top 2020-05-25 20:22:22 +02:00
Matthias
027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias
db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias
18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias
0917b17efd Refactor result_line to return dict 2020-05-25 19:21:01 +02:00
Matthias
876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias
d17300fd84 Refactor sell reason stats to return a dict 2020-05-25 07:02:24 +02:00
Matthias
9d1ad70bb7 Split optimize generation from printing 2020-05-25 06:44:51 +02:00
Florian Merz
889a153731 fix PEP8 2020-05-03 17:29:56 +02:00
Florian Merz
690bb7646a hyperopt csv export - add params 2020-05-03 17:00:12 +02:00
Matthias
509f38d3aa Use non-deprectated parameter for progressbar 2020-05-01 17:59:24 +02:00
hroff-1902
726e52aaa7 Use skopt model_queue_size instead of custom hack 2020-04-29 10:49:25 +03:00
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
hroff-1902
a01ed170f5 Improve hyperopt-list logging 2020-04-28 17:33:07 +03:00
hroff-1902
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists 
Backtest use pairlists
 2020-04-27 13:34:06 +03:00
Matthias
fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
Matthias
e8530c36d3 Remove pairlists from hyperopt too (it holds a reference to exchange) 2020-04-25 15:46:20 +02:00
Matthias
8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
hroff-1902
d9f255a6c0 Fix asterisk printing for csv output 2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun
c9711678fd fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
181b12b3a8 added wins/draws/losses 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
6147498fd4 fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
2fb3d94938 added wins/draws/losses 2020-04-25 11:31:51 +02:00
hroff-1902
2d994f6feb Better printing of asterisk 2020-04-24 21:57:29 +03:00
hroff-1902
6e5f0869b3 Remove another unused method 2020-04-24 18:39:08 +03:00
hroff-1902
5c012d79eb Remove unused method 2020-04-24 18:14:07 +03:00
Matthias
d36e2cf6ab Fix random test failure in hyperopt 2020-04-16 07:06:47 +02:00
hroff-1902
8b6a7e685e
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding 
[minor] Fix filename handling with --strategy-list
 2020-04-15 12:02:19 +03:00
hroff-1902
4d80f52db4
Merge pull request #3134 from freqtrade/backtesting_memory 
Backtesting memory and dataframe
 2020-04-13 23:08:45 +03:00
Fredrik81
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py 
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
 2020-04-11 17:42:32 +02:00
Fredrik81
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py 
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
 2020-04-11 17:42:19 +02:00
Fredrik81
4707484a4c Fix issue with colring enabled + styling 2020-04-09 11:42:13 +02:00
Fredrik81
cdc774549e Merge branch 'develop' into progress-bar 2020-04-08 01:56:43 +02:00
Fredrik81
132f5f73f5
Update hyperopt.py 2020-04-07 10:44:18 +02:00
Fredrik81
c95906cfcf
Update hyperopt.py 2020-04-07 10:42:15 +02:00
Fredrik81
d5609d4997 Changed back to progressbar2 for better handling of logger. 
Coloring still needs some work (bug + what colors to use)
 2020-04-06 13:12:32 +02:00
Matthias
de47186263 Use .loc for assignments 2020-04-02 19:31:48 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
e1b08ad76c Add docstring to store_backtest_result 2020-03-15 15:38:26 +01:00
Matthias
e95665ceca Make backtestresult storing independent from printing 2020-03-15 15:36:23 +01:00
Matthias
a13d581658 Move backtest-result visualization out of backtesting class 2020-03-15 15:17:53 +01:00
Matthias
6106d59e1a Move store_backtest_results to optimize_reports 2020-03-15 15:17:35 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
a7ed51c642 return back the name of the hyperopt data file 2020-03-13 04:04:23 +03:00
hroff-1902
ebb0187f40 dataframe -> df_analyzed in backtesting and edge 2020-03-13 03:54:56 +03:00
Fredrik81
5737139979 Small fix 2020-03-12 16:47:09 +01:00
Fredrik81
1a59fc11be doh 2020-03-12 02:36:18 +01:00
Fredrik81
df1ae565dc clean-up 2020-03-12 02:26:41 +01:00
Fredrik81
9387ed923c fix for empty lines 2020-03-12 02:07:50 +01:00
Fredrik81
81cbb92556 Switch to TQDM 2020-03-11 22:30:36 +01:00
Fredrik81
3a8b68c0fd Initial work on progressbar 2020-03-10 20:30:36 +01:00
hroff-1902
73c19da4b9 Adjust handling of zero stdev in loss functions 2020-03-10 13:44:16 +03:00
hroff-1902
f148b5f734
cosmetics in lambdas 2020-03-10 10:38:37 +03:00
Fredrik81
bd158eefd2 Fixed loggin 2020-03-10 03:02:52 +01:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
Fredrik81
cb419614cd Spelling miss 2020-03-08 23:00:21 +01:00
Fredrik81
4ad93ed6bb Changed output for null columns 2020-03-08 22:41:05 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Fredrik81
7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
hroff-1902
82bdd01843
Merge pull request #3003 from Fredrik81/cores-and-arguments 
Hyperopt: fix number of CPU cores, jobs and total epochs
 2020-03-03 02:12:21 +03:00
hroff-1902
52cd5f9127
Better use enumerate: more correct and more pythonic 2020-03-03 01:42:25 +03:00
hroff-1902
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration 2020-03-03 01:33:11 +03:00
hroff-1902
a7d4755859
optimize calculation of current_jobs 2020-03-03 01:20:14 +03:00
hroff-1902
92425642da
Fix config_jobs 2020-03-03 01:00:24 +03:00